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    <center>Scilab Function</center>
    <div align="right">Last update : April 1993</div>
    <p>
      <b>lindquist</b> -  Lindquist's algorithm</p>
    <h3>
      <font color="blue">Calling Sequence</font>
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    <dl>
      <dd>
        <tt>[P,R,T]=lindquist(n,H,F,G,R0)  </tt>
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    <h3>
      <font color="blue">Parameters</font>
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    <ul>
      <li>
        <tt>
          <b>n</b>
        </tt>: number of iterations.</li>
      <li>
        <tt>
          <b>H, F, G</b>
        </tt>: estimated triple from the covariance sequence of <tt>
          <b>y</b>
        </tt>.</li>
      <li>
        <tt>
          <b>R0</b>
        </tt>: E(yk*yk')</li>
      <li>
        <tt>
          <b>P</b>
        </tt>: solution of the Riccati equation after n iterations.</li>
      <li>
        <tt>
          <b>R, T</b>
        </tt>: gain matrices of the filter.</li>
    </ul>
    <h3>
      <font color="blue">Description</font>
    </h3>
    <p>
    computes iteratively the minimal solution of the algebraic
    Riccati equation and gives the matrices <tt>
        <b>R</b>
      </tt> and <tt>
        <b>T</b>
      </tt> of the 
    filter model, by the Lindquist's algorithm.</p>
    <h3>
      <font color="blue">See Also</font>
    </h3>
    <p>
      <a href="srfaur.htm">
        <tt>
          <b>srfaur</b>
        </tt>
      </a>,&nbsp;&nbsp;<a href="faurre.htm">
        <tt>
          <b>faurre</b>
        </tt>
      </a>,&nbsp;&nbsp;<a href="phc.htm">
        <tt>
          <b>phc</b>
        </tt>
      </a>,&nbsp;&nbsp;</p>
    <h3>
      <font color="blue">Author</font>
    </h3>
    <p>G. Le V.  </p>
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